+5.3%
HUM vs VMC
+47.0%
-41.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | +2.1% | -3.8% | +5.8% | +2.9% |
| 30D | +5.4% | -9.7% | +15.1% | +7.7% |
| 3M | +11.4% | -9.6% | +21.0% | +13.4% |
| 6M | +141.5% | -4.8% | +146.3% | +141.2% |
| YTD | +61.2% | -10.9% | +72.1% | +63.2% |
| 1Y | +49.2% | -15.6% | +64.7% | +53.3% |
| 3Y | -9.0% | +19.3% | -28.4% | -14.1% |
| All | +5.3% | +47.0% | -41.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling